دانلود مقالات ISI درباره G11 + ترجمه فارسی

GFC-robust risk management under the Basel Accord using extreme value methodologies

Keywords: G11; G32; G11; G17; C53; C22Value-at-Risk (VaR); DPOT; Daily capital charges; Robust forecasts

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

When trustors compete for the favour of a trustee – A laboratory experiment

Keywords: G11; C92; G11; Z13; L143020; 3040Trust; Trustworthiness; Trust game; Competition; Framing

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets

Keywords: G11; C91; G02; G11; D03; D813100; 3600Individual decision making; Investment decisions; Behavioral approach system/behavioral inhibition system; Experimental asset markets; Fundamental shocks

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Accounting for non-annuitization

Keywords: G11; D91; G11; G22Annuity puzzle; Longevity insurance; Adverse selection

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis

Keywords: G11; C32; G01; G11; G12; G15; H63; Government bond yield spread; Spillover; Vector autoregression; Variance decomposition; Impulse response;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Information transmission between sovereign debt CDS and other financial factors ⿿ The case of Latin America

Keywords: G11; F30; F40; G11; G15Sovereign debt; CDS; VIX; TED; VECM

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Has the Basel Accord improved risk management during the global financial crisis?

Keywords: G11; G32; G11; G17; C53; C22Value-at-Risk (VaR); Daily capital charges; Violation penalties; Optimizing strategy; Risk forecasts; Aggressive or conservative risk management strategies; Basel Accord; Global financial crisis

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Commonality in individuals' trading: A systematic path between behavioral bias and expected returns

Keywords: G11; G02; G11; G12Commonality; Individual trading; Stock return; Predictability; Liquidity

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Capacity constraints, investor information, and hedge fund returns

Keywords: G11; G11; G12; G23Hedge funds; Capacity constraints; Information; Flows

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective

Keywords: G11; G11; L26Opportunity cost of capital; Commitment; Small and Medium Business; Entrepreneurship

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Performance, stock selection and market timing of the German equity mutual fund industry

Keywords: G11; C15; G11; C14Mutual fund performance; False discovery rate; Market timing

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Decision heuristics and tax perception – An analysis of a tax-cut-cum-base-broadening policy

Keywords: G11; D03; G11; H20; H30; K34; M412340; 2960Behavioral public finance; Decision heuristics; Framing effects; Perceived tax burden; Tax-cut-cum-base-broadening

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Mutual fund performance in Tunisia: A multivariate GARCH approach

Keywords: G11; C32; G11; G23; G12Mutual fund performance; Multivariate GARCH; Market efficiency; Conditional multifactor models; Emerging markets

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Financing constraints, firm dynamics, export decisions, and aggregate productivity

Keywords: G11; G11; G32; F14; F22; F23Financing constraints; Firm dynamics; Exports; Productivity

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Is there a volatility effect in the Hong Kong stock market?

Keywords: G11; Idiosyncratic volatility; Total volatility; Asset pricing; Hong Kong stock marketG10; G11; G12

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?

Keywords: G11; G11; G12Asset pricing anomalies; Risk factors; Mutual fund performance; Value and growth; Idiosyncratic risk; Liquidity

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Stakeholder relations and stock returns: On errors in investors' expectations and learning

Keywords: G11; A13; G11; G14Stakeholder relations; Sustainable investing; Risk-adjusted returns

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Real effects of stock underpricing

Keywords: G11; G11; G14; G23Market inefficiency; Fire sales; Mutual funds; Investment; Employment

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Saints versus Sinners. Does morality matter?

Keywords: G11; G11; G12; G32; M14; Asset pricing; Portfolio choice; Socially responsible investing; MSCI KLD400 Social Index;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

The role of country and industry factors during volatile times

Keywords: G11; G11; G15Portfolio diversification; Industry factors; Country factors

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research

Keywords: G11; G11; G12; G21Covered bond; Cover pool; Securitization product; Bond finance; Yield spread

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia

Keywords: G11; G11; G12; G17Asset pricing; Fama–French model; Macroeconomic risk; ICAPM

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Style investing, comovement and return predictability

Keywords: G11; G10; G11; G12; G14; G19; D03Style investing; Momentum; Return predictability; Comovement; Behavioral finance

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions

Keywords: G11; G11; G12; G14Behavioral finance; Disposition effect; Innate characteristics; External factor; Bull–bear markets

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Currency hedging strategies using dynamic multivariate GARCH

Keywords: G11; G32; G11; G17; C53; C22; Multivariate GARCH, Exchange Rates, Hedging;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Investors' information advantage and order choices in an order-driven market

Keywords: G11; G11; G12; G14Order choice; Order size; Order aggressiveness; Informed trading; Trading profits

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market

Keywords: G11; G02; G11; C23Anchoring effect; Foreign institutional investors; Foreign ownership; Momentum behavior; Momentum profitability

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

The extreme value in crude oil and US dollar markets

Keywords: G11; Oil price; US dollar; Price range; Dynamic copula; Asset-allocation strategyC52; C53; G11; Q43; Q47

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

International diversification during the financial crisis: A blessing for equity investors?

Keywords: G11; F41; G11; G15; International portfolio choice; Financial integration; Stock market comovement;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

A comparison of the original and revised Basel market risk frameworks for regulating bank capital

Keywords: G11; G11; G21; G28; D81Bank regulation; Risk management; Basel framework; Tail risk

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Patriotic name bias and stock returns

Keywords: G11; G11; Patriotism; Name bias; Stock returns;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Informed local trading prior to earnings announcements

Keywords: G11; G10; G11; Trading; Location; Information; Earnings; Local; Individual investors;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Stressing correlations and volatilities — A consistent modeling approach

Keywords: G11; C13; C32; C58; G11; G12Correlation; Volatility; Basel III; GARCH models

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Do jumps contribute to the dynamics of the equity premium?

Keywords: G11; G11; G12; C22Jumps; Higher-order moments; Skewness; Kurtosis; Equity premium

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Anomalies and financial distress

Keywords: G11; Asset pricing anomalies; Financial distress; Credit ratingsG14; G12; G11

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis

Keywords: G11; G11; G12; G14Credit default swaps; Liquidity; Sovereign bonds; Credit spreads

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets

Keywords: G11; G11; G15Portfolio diversification; Downside risk; Return dispersion; Correlation index; GCC stock markets

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Company name fluency, investor recognition, and firm value

Keywords: G11; G02; G11; G12; Company names; Fluency; Investor recognition;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Mutual fund risk and market share-adjusted fund flows

Keywords: G11; G11; G1Mutual funds; Fund flows; Investment flows; Convexity; Market share

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2013 سفارش ترجمه

The persistence of European mutual fund performance

Keywords: G11; G11; G12Mutual funds; Performance persistence; Portfolio management; Style analysis

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2013 سفارش ترجمه

Financialization, crisis and commodity correlation dynamics

Keywords: G11; G01; G11; C22; Smooth transition; Financial integration; Global financial crisis;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه

Allocation of decision rights and the investment strategy of mutual funds

Keywords: G11; G11; G23; D23; L23Teams; Coordination costs; Decision rights; Performance; Mutual funds

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه

The economics of hedge funds

Keywords: G11; G11; G12; G2; G32; High-water mark (HWM); Alpha; Management fees; Incentive fees; Liquidation risk; New money flow;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه

Does idiosyncratic volatility matter in emerging markets? Evidence from China

Keywords: G11; G11; G12Idiosyncratic volatility; Regime-switching; Emerging markets; China

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه

Alternative econometric implementations of multi-factor models of the U.S. financial markets

Keywords: G11; G11; C53Bayesian estimation; Latent jumps; Stochastic volatility; Linear factor models

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2013 سفارش ترجمه

Predictability of currency carry trades and asset pricing implications

Keywords: G11; C23; C53; G11; G12; G13; C5Currency carry trades; Predictability; Commodity returns; Currency volatility; Liquidity; Predictability-based decision rule; Currency-related risk factors

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2013 سفارش ترجمه

Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms

Keywords: G11; G11; G12; G23Hedge funds; Asset management

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2013 سفارش ترجمه

Does stock market development always improve firm-level financing? Evidence from Tunisia

Keywords: G11; G11; G12; G15Economic development; International finance; Middle East and North Africa

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2013 سفارش ترجمه

A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?

Keywords: G11; G10; G11; G14; G17; G24; M41Analysts; Forecast errors; Earnings; Market efficiency

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2013 سفارش ترجمه

Political activism, information costs, and stock market participation

Keywords: G11; G11; G12Stock market participation; Political activism; Information costs; Individual investors; Geographic instruments

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2013 سفارش ترجمه